-33.3%
BAX vs RGEN
+411.3%
-444.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -1.6% |
| 7D | +0.4% | -1.2% | +1.5% | +0.6% |
| 30D | +3.4% | -5.1% | +8.5% | +4.4% |
| 3M | -4.5% | +0.5% | -4.9% | -5.0% |
| 6M | +44.0% | +46.6% | -2.6% | +32.3% |
| YTD | +34.9% | +1.6% | +33.3% | +32.4% |
| 1Y | +37.9% | +5.4% | +32.5% | +34.4% |
| 3Y | -17.1% | +12.8% | -29.9% | -22.7% |
| 5Y | -64.3% | -35.6% | -28.7% | -64.9% |
| All | -33.3% | +411.3% | -444.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling